Determinants of Stock Market Correlations. Accounting for Model Uncertainty and Reverse Causality in a Large Panel Setting
Year of publication: |
2022
|
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Authors: | Afonso, António ; Beck, Krzysztof ; Jackson, Karen |
Publisher: |
[S.l.] : SSRN |
Subject: | Aktienmarkt | Stock market | Korrelation | Correlation | Panel | Panel study | Modellierung | Scientific modelling | Kausalanalyse | Causality analysis |
Extent: | 1 Online-Ressource (38 p) |
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Series: | REM Working Paper ; 246-2022 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 13, 2022 erstellt |
Classification: | G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G15 - International Financial Markets ; f62 |
Source: | ECONIS - Online Catalogue of the ZBW |
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